QS (seasonal Ljung-Box) test.

QS (seasonal Ljung-Box) test.

Usage

seasonality_qs(data, period = NA, nyears = 0, type = 1)

Arguments

data

the input data.

period

Tested periodicity. Can be missing if the input is a time series

nyears

Number of periods or number of cycles considered in the test, at the end of the series: in periods (positive value) or years (negative values). By default (nyears = 0), the entire sample is used.

type

1 for positive autocorrelations, -1 for negative autocorrelations, 0 for all autocorrelations. By default (type = 1)

Value

A c("JD3_TEST", "JD3") object (see statisticaltest() for details).

Examples

s <- do_stationary(log(ABS$X0.2.09.10.M))$ddata
#> Error in .jcheck(): java.lang.NoClassDefFoundError: Could not initialize class jdplus.toolkit.base.protobuf.modelling.ModellingProtos$StationaryTransformation
seasonality_qs(s)
#> Error: object 's' not found
seasonality_qs(random_t(2, 1000), 7)
#> Value: 2.266338 
#> P-Value: 0.3220